Can I see the SMTP session log when Mail.app connects to an SMPT server?

Your first step could be try the Connection Doctor (I think it's available in Tiger, I don't have a copy, so not 100% sure?), under Mail's Window menu. Click the Show Detail button then check again to see a log of connection attempts.

Unfortunately, all connections - IMAP, POP and SMTP are interspersed in one log. So it's not the best of logs, but will at least show you if Mail at least connected to the server successfully; it won't test sending mail though.

Also, this http://blogs.oracle.com/chienr/entry/debugging_os_x_mail_app might help for a bit more logging.

Stop Mail, find the file /Library/Scripts/Mail Scripts/Turn on Logging.scpt and double-click it to open AppleScript Editor. Next, press Command-R to run it, and select what you want to capture. And then use Applications, Utilities, Console to see the output.

(When done, restart Mail to stop logging, as it will log a lot.)

(This works on 10.5 and 10.6; not sure about 10.4. If you cannot find the script, here is a copy.)